Does anyone know how to backtest a long-short pair? I built my own indicators and code for the buys and sells but I don't know how to backtest two stocks simultaneously...I don't think Amibroker can do this, but is there a way around it?
Tks!
Does anyone know how to backtest a long-short pair? I built my own indicators and code for the buys and sells but I don't know how to backtest two stocks simultaneously...I don't think Amibroker can do this, but is there a way around it?
Tks!